-72.2%
TTD vs CSGP
-64.9%
-7.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -1.9% | -3.3% |
| 7D | +6.3% | -4.1% | +10.4% | +8.3% |
| 30D | -23.9% | +2.3% | -26.2% | -25.0% |
| 3M | -31.4% | -8.2% | -23.2% | -29.3% |
| 6M | -42.7% | -35.1% | -7.6% | -30.9% |
| YTD | -62.0% | -54.0% | -8.0% | -48.1% |
| 1Y | -72.2% | -65.3% | -6.9% | -59.1% |
| All | -72.2% | -64.9% | -7.3% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling